Research on Parameter Estimation Methods for Alpha Stable Noise in a Laser Gyroscope’s Random Error

Alpha stable noise, determined by four parameters, has been found in the random error of a laser gyroscope. Accurate estimation of the four parameters is the key process for analyzing the properties of alpha stable noise. Three widely used estimation methods—quantile, empirical characteristic function (ECF) and logarithmic moment method—are analyzed in contrast with Monte Carlo simulation in this paper. The estimation accuracy and the application conditions of all methods, as well as the causes of poor estimation accuracy, are illustrated. Finally, the highest precision method, ECF, is applied to 27 groups of experimental data to estimate the parameters of alpha stable noise in a laser gyroscope’s random error. The cumulative probability density curve of the experimental data fitted by an alpha stable distribution is better than that by a Gaussian distribution, which verifies the existence of alpha stable noise in a laser gyroscope’s random error.